+25.9%
LMT vs DHI
+9.6%
+16.2%
-26.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DHI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.9% | +8.1% | -15.0% | -7.0% |
| 7D | -5.5% | +9.8% | -15.3% | -5.7% |
| 30D | +17.5% | +17.8% | -0.4% | +16.9% |
| 3M | +1.6% | +4.7% | -3.1% | +1.4% |
| 6M | +16.3% | +10.0% | +6.3% | +15.5% |
| YTD | +25.3% | +10.0% | +15.3% | +22.7% |
| 1Y | +25.9% | +9.1% | +16.7% | +21.7% |
| All | +25.9% | +9.6% | +16.2% | +21.7% |
Cumulative growth
Daily Returns
Daily percentage return beside DHI.
Daily Out/Under-Performance
Portfolio return minus DHI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DHI return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 1y: compounded portfolio wealth divided by compounded DHI wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
1y analysis · Full analysis span regression · 6 months rolling